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600% Algo: Based on JNUG / Gold [Need Advice]

My original idea was to create an algo that buys JNUG or shorts it based on divergence to physical gold. I imported gold commodity prices using quandl and ran them through my pipeline but my returns for price would result no matter the date.

I basically wanted to have something like this : gold_difference = goldprice[today] - goldprice[yesterday]

Any help would be appreciated thank you.

The current ALGO I have is just having it buy at sweet spot and short at the extremes and results were pretty good.

1 response

Your algorithm is too overfitted. Please try other years and you will find the result is bad.